Keurig Dr Pepper Inc (KDP)
34.40
-0.06
(-0.17%)
USD |
NASDAQ |
Apr 25, 16:00
34.40
0.00 (0.00%)
After-Hours: 19:44
Keurig Dr Pepper Max Drawdown (5Y): 28.26% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Median
Max Drawdown (5Y) Benchmarks
| Coca-Cola Co | 27.45% |
| PepsiCo Inc | 23.30% |
| Monster Beverage Corp | 26.62% |
| Celsius Holdings Inc | 77.86% |
| Zevia PBC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.503 |
| Beta (5Y) | 0.5420 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.07% |
| Historical Sharpe Ratio (5Y) | 0.3963 |
| Historical Sortino (5Y) | 0.6662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.68% |